-36.9%
SVRA vs SPY
+270.7%
-307.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.4% |
| 7D | +3.4% | +0.5% | +2.8% | +2.8% |
| 30D | -5.1% | -0.9% | -4.2% | -4.5% |
| 3M | +9.3% | +3.9% | +5.4% | +5.6% |
| 6M | +4.9% | +14.5% | -9.6% | -6.2% |
| YTD | -8.3% | +12.9% | -21.2% | -17.2% |
| 1Y | +43.6% | +19.4% | +24.3% | +24.2% |
| 3Y | +49.9% | +78.5% | -28.6% | -6.2% |
| 5Y | +303.6% | +81.8% | +221.9% | +146.9% |
| All | -36.9% | +270.7% | -307.6% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling